You can set a ROX Filer run action to extract archives in the current directory. You reference the current directory with the following:
$(dirname "$1")
The quotes around $1 are needed to handle names that contain spaces.
Zip files
xterm -exec unzip -d $(dirname "$1") "$@"
Tar files
xterm -exec tar -C $(dirname "$1") -xzf "$@"
An alternative
xterm -exec tar -C $(dirname "$1") -xzf "$@"
An alternative
Alternatively, you could use ROX's Archive application to extract archives. See Archive | ROX Desktop.